By default only the recipients would get notification about the quarantined messages, and there is no built-in setting to directly notify admins about the quarantined messages.
There is also an active Exchange Online feedback for this feature:
I want to be able to send quarantine notifications to administrators.
Besides, you can create mail flow rules to add admins as recipients for the quarantine notification messages as a workaround.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.